Nonparametric statistics for testing of linearity and serial independence
From MaRDI portal
Publication:4345897
Recommendations
Cites work
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A nonparametric test of serial independence based on the empirical distribution function
- Aligned rank tests for linear models with autocorrelated error terms
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Consistent Nonparametric Entropy-Based Testing
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Functional-Coefficient Autoregressive Models
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric Identification of Nonlinear Time Series: Projections
- Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
- Nonparametric tests of linearity for time series
- On a measure of lack of fit in time series models
- Optimal rank-based tests against first-order superdiagonal bilinear dependence
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
Cited in
(27)- Optimal Detection of Exponential Component in Autoregressive Models
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations
- Nonparametric model checks for time series
- A generalization of some classical time series tools
- Nonparametric testing for serial independence using the NRL statistic
- Serial independence tests for innovations of conditional mean and variance models
- Nonparametric tests of linearity for time series
- scientific article; zbMATH DE number 1069593 (Why is no real title available?)
- NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
- Some higher-order theory for a consistent non-parametric model specification test
- Determination of linear components in additive models
- A nonparametric test of serial independence for time series and residuals
- Linearity testing using local polynomial approximation
- On a nonparametric test for linear relationships
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Rank-based entropy tests for serial independence
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Tests of Independence in Time Series
- Towards a nonparametric test of linearity for times series
- A loss function approach to model specification testing and its relative efficiency
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models
- Non parametric portmanteau tests for detecting non linearities in high dimensions
- An updated review of goodness-of-fit tests for regression models
- Tests for Serial Independence and Linearity Based on Correlation Integrals
- A note on testing symmetry of the error distribution in linear regression models
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
This page was built for publication: Nonparametric statistics for testing of linearity and serial independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4345897)
